EIMI.L vs. IDTW.L
EIMI.L (iShares Core MSCI EM IMI UCITS ETF) and IDTW.L (iShares MSCI Taiwan UCITS ETF USD (Dist)) are both exchange-traded funds - EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index, while IDTW.L is a Technology Equities fund tracking the MSCI Taiwan 20/35 Index (Net) (USD). Both are passively managed. Over the past 10 years, EIMI.L returned 8.91%/yr vs 19.92%/yr for IDTW.L. Their correlation of 0.80 suggests significant overlap in exposure. EIMI.L charges 0.18%/yr vs 0.74%/yr for IDTW.L.
Performance
EIMI.L vs. IDTW.L - Performance Comparison
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Returns By Period
In the year-to-date period, EIMI.L achieves a 14.85% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, EIMI.L has underperformed IDTW.L with an annualized return of 8.91%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.
EIMI.L
- 1D
- -2.10%
- 1M
- -9.18%
- 6M
- 9.56%
- YTD
- 14.85%
- 1Y
- 28.94%
- 3Y*
- 18.24%
- 5Y*
- 6.52%
- 10Y*
- 8.91%
IDTW.L
- 1D
- -3.99%
- 1M
- -10.58%
- 6M
- 42.72%
- YTD
- 51.77%
- 1Y
- 73.35%
- 3Y*
- 37.69%
- 5Y*
- 18.84%
- 10Y*
- 19.92%
EIMI.L vs. IDTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 14.85% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.18% | 36.94% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 51.77% | 31.78% | 23.61% | 28.84% | -29.55% | 28.51% | 34.35% | 34.44% | -9.12% | 28.06% |
Correlation
The correlation between EIMI.L and IDTW.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 30, 2014 | 0.80 |
The correlation between EIMI.L and IDTW.L has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
EIMI.L vs. IDTW.L — Risk / Return Rank
EIMI.L
IDTW.L
EIMI.L vs. IDTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EIMI.L | IDTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.43 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 5.05 | -2.77 |
| Martin ratioReturn relative to average drawdown | 7.08 | 16.48 | -9.40 |
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Drawdowns
EIMI.L vs. IDTW.L - Drawdown Comparison
The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IDTW.L.
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Drawdown Indicators
| EIMI.L | IDTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.73% | -60.07% | +21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -14.46% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.44% | -28.24% | +10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -33.67% | -40.98% | +7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.73% | -40.98% | +2.25% |
Current DrawdownCurrent decline from peak | -10.66% | -14.46% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -12.59% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 4.44% | -0.37% |
Volatility
EIMI.L vs. IDTW.L - Volatility Comparison
The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 8.54%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than IDTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIMI.L | IDTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 12.06% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 24.76% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 28.27% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.85% | 23.97% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 22.41% | -3.18% |
EIMI.L vs. IDTW.L - Expense Ratio Comparison
EIMI.L has a 0.18% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.
Dividends
EIMI.L vs. IDTW.L - Dividend Comparison
EIMI.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDTW.L iShares MSCI Taiwan UCITS ETF USD (Dist) | 0.99% | 1.51% | 1.43% | 2.09% | 3.39% | 1.35% | 1.73% | 2.15% | 2.78% | 2.70% | 3.10% | 3.33% |
Frequently Asked Questions
EIMI.L and IDTW.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.
EIMI.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.18% for EIMI.L and 0.74% for IDTW.L.
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